Opalinus Clay shale is under consideration to serve as the host geomaterial for the underground storage of nuclear waste in Switzerland. Water retention behaviour and anisotropic behaviour represent two main features of this geomaterial; however, a comprehensive understanding of the interaction between these two aspects is still lacking. This article aims to provide a detailed experimental analysis of the coupling between the water retention capacity and the anisotropic behaviour of two facies (shaly and sandy) of the Opalinus Clay shale. The response of the tested geomaterials is characterized by an unequal swelling and shrinkage response in directions parallel and perpendicular to bedding upon wetting and drying episodes. Although the shaly facies showed a higher volumetric response upon suction change, the anisotropic behaviour is more pronounced for the sandy facies.